XI: 28, 415-417, LNM 581 (1977)
LENGLART, Érik
Une caractérisation des processus prévisibles (General theory of processes)
One of the results of this short paper is the following: a bounded optional process $X$ is previsible if and only if, for every martingale $M$ of integrable variation, the Stieltjes integral process $X\sc M$ is a martingale
Keywords: Previsible processes
Nature: Original
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